robust Questions

2

I have read a lot about the pain of replicate the easy robust option from STATA to R to use robust standard errors. I replicated following approaches: StackExchange and Economic Theory Blog. They w...
Maidservant asked 18/11, 2019 at 21:22

2

I am using rlm function from MASS to perform a robust regression. Unlike lm,the summary function does not return a valure for r-squared. Is therefore appropriate to calculate this using 1 - sum(re...
Caution asked 5/2, 2020 at 10:18

2

I want to sort a list of n items with a comparison sort. However, one of the comparisons made by the algorithm will be flipped from what it's supposed to be. Specifically, there is one pair of item...
Lorri asked 6/7, 2021 at 14:43

1

I am running logistic regressions with a panel data set from survey data and I want to correct the standard errors for the panel design. The weights included in this survey account for sampling pro...
Kit asked 17/5, 2019 at 12:47

3

I am trying to replicate a Stata Output in R. I am using the dataset affairs. I am having trouble replicating the probit function with robust standard errors. The Stata code looks like that: pr...
Defeatist asked 14/5, 2015 at 11:41

1

Solved

I am trying to get robust standard errors for a clogit regression from the survival package in R. In doing so, I am trying to replicate the standard errors reported by the Stata clogit command with...
Footgear asked 10/8, 2016 at 11:20

1

Solved

I am trying to find heteroskedasticity-robust standard errors in R, and most solutions I find are to use the coeftest and sandwich packages. However, when I use those packages, they seem to produce...
Atli asked 3/3, 2015 at 9:37

2

Solved

my problem is this: I get NA where I should get some values in the computation of robust standard errors. I am trying to do a fixed effect panel regression with cluster-robust standard errors. Fo...
Joannajoanne asked 21/5, 2012 at 19:26

1

Solved

The function rlm (MASS) permits both M and MM estimation for robust regression. I would like to plot the smoother from MM robust regression in ggplot2, however I think that when selecting method = ...
Ashien asked 5/7, 2013 at 11:5

7

Solved

I'm a hobbyist programmer (only in TI-Basic before now), and after much, much, much debating with myself, I've decided to learn Python. I don't have a ton of free time to teach myself a hundred lan...
1

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